Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1449785.5587 | 1300629.9156 | 149155.6432 | 18480536.1683 | 16104486.4408 | 2376049.7275 |
Total P&L (%) | 1449.7856 | 1300.6299 | 149.1556 | 18480.5362 | 16104.4864 | 2376.0497 |
Avg Daily Profit (%) | 0.579 | 0.5194 | 0.0596 | 0.2089 | 0.2034 | 0.1282 |
Buy And Hold Return (%) | 449.2424 | 449.2424 | 449.2424 | 449.2424 | 449.2424 | 449.2424 |
Max Trade Drawdown | -91883 | -55504 | -78554 | -27753405 | -19141640 | -16556508 |
Profit Factor | 4.0989 | 7.2072 | 1.5774 | 1.2339 | 1.369 | 1.0672 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 45.7143 | 42.8571 | 48.5714 | 45.7143 | 42.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.8674 | 9.6096 | 1.6702 | 1.4652 | 1.8254 | 1.1299 |
Largest Winning Trade | 751987 | 751987 | 61402 | 16895985 | 16895985 | 10083152 |
Largest Losing Trade | -52122 | -23411 | -52122 | -9663517 | -6808331 | -9663517 |
Avg Bars in Trades | 105 | 94 | 115 | 105 | 94 | 115 |
Avg Bars in Winners | 179 | 170 | 187 | 179 | 170 | 187 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 7369 | 3322 | 4047 | 7369 | 3322 | 4047 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84942 | 478957 | -276836 | -92650 | 248260 | -169749 |
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{ "first_band": { "type": "wma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 51, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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